-33.8%
BIDU vs ZCMD
-100.0%
+66.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -7.1% | +8.0% | +1.0% |
| 7D | -8.1% | -5.4% | -2.7% | -8.0% |
| 30D | -12.8% | -24.8% | +12.0% | -12.4% |
| 3M | -21.3% | -62.8% | +41.5% | -22.6% |
| 6M | -27.0% | -99.5% | +72.6% | -21.9% |
| YTD | -30.0% | -99.8% | +69.7% | -23.7% |
| 1Y | -18.3% | -99.9% | +81.6% | -8.6% |
| 3Y | -33.8% | -100.0% | +66.2% | -28.1% |
| All | -33.8% | -100.0% | +66.2% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ZCMD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling